Wolf,
While it’s true, you could make an argument for covering the bases (similar to Pascal’s Wager, you have everything to gain and nothing to lose), however that’s not really the way I look at it.
The point I was trying to make (though did not do very well!) is that I myself may feel it to be acceptable to daven without a jacket or hat, but if Rav Kanikevsky shlita is of the opposite opinion (and I have no statements from Poskim to the contrary), then surely I must be doing something wrong.